Frontier Asset ABS Retrn ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.40% (+2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0487 | 5.34 | |
| 0.1787 | 1.47 | |
| 0.5064 | 1.79 | |
| 2.8625 | 2.31 |
Estimation Period:
Dec 20, 2024 to Feb 6, 2026
Dec 20, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Frontier Asset ABS Retrn ETF Analyses
Other Spline-GARCH Analyses on ETFs